//Here we will process the rejected messages and see if that's ok or not
protected void ProcessReject(object param)
{
try
{
lock (TimeoutOrders)
{
Wrapper rejectWrapper = (Wrapper)param;
string key = (string)rejectWrapper.GetField(RejectFields.KEY);
string text = (string)rejectWrapper.GetField(RejectFields.Text);
if (TimeoutOrders.ContainsKey(key))
{
TimeoutOrders.Remove(key);
}
//Implement rejects
if (OrdersSent.ContainsKey(key))
{
DoLog(string.Format("<{0}>-Received reject message for Cl. Order Id {1}:{2}", Configuration.Name, key, text), Constants.MessageType.AssertFailed);
OrdersSent.Remove(key);
}
}
}
catch (Exception ex)
{
DoLog(string.Format("{0}-Critical error processing a reject:{1}", Configuration.Name, ex.Message), Constants.MessageType.Error);
}
}
protected void ProcessExecutionReport(object param)
{
try
{
lock (TimeoutOrders)
{
Wrapper erWrapper = (Wrapper)param;
string key = (string)erWrapper.GetField(ExecutionReportFields.KEY);
string orderId = (string)erWrapper.GetField(ExecutionReportFields.OrderID);
string clOrderId = (string)erWrapper.GetField(ExecutionReportFields.ClOrdID);
if (OrdersSent.ContainsKey(key) && LastProcessedCounter.ContainsKey(key))
{
DoLog(string.Format("<{0}>- Received order id {1} - cl order id {2}", Configuration.Name, orderId, clOrderId), Constants.MessageType.Information);
try
{
int counter = Convert.ToInt32(erWrapper.GetField(ExecutionReportFields.Account));
int lastCounter = LastProcessedCounter[clOrderId];
//We validate that it's lower. No that it has a specific number
if (counter == Configuration.ExecutionReportsPerOrder && counter == (lastCounter + 1))
{
DoLog(string.Format("<{0}>- Received counter #{1} for cl. order id {2} which is the last counter and all the previous counter were received ok!. The count is ok!",
Configuration.Name, counter, clOrderId), Constants.MessageType.AssertOk);
ClearOrderTracking(clOrderId);
}
else
{
if (counter == (lastCounter + 1))
{
LastProcessedCounter[clOrderId] = counter;
}
else
{
DoLog(string.Format("<{0}>- Recevied counter #{1} and expected #{2} for cl. order id {3} . Wrong counter number!",
Configuration.Name, counter, lastCounter + 1, clOrderId), Constants.MessageType.AssertFailed);
ClearOrderTracking(clOrderId);
}
}
}
catch (Exception ex)
{
DoLog(string.Format("<{0}>- Received an order Id with a counter that doesn't seem to be an int value: {1}", Configuration.Name, erWrapper.GetField(ExecutionReportFields.Account)), Constants.MessageType.AssertFailed);
OrdersSent.Remove(clOrderId);
}
}
//This must be an order we don't manage or that we have already rejected so the counter is considered to be not working
}
}
catch (Exception ex)
{
DoLog(string.Format("<{0}>-Critical error processing a execution report:{1}", Configuration.Name, ex.Message), Constants.MessageType.AssertFailed);
}
}
private void ClearOrderTracking(string clOrderId)
{
TimeoutOrders.Remove(clOrderId);
LastProcessedCounter.Remove(clOrderId);
OrdersSent.Remove(clOrderId);
}
protected void ProcessExecutionReport(object param)
{
try
{
lock (TimeoutOrders)
{
Wrapper erWrapper = (Wrapper)param;
string key = (string)erWrapper.GetField(ExecutionReportFields.KEY);
string orderId = (string)erWrapper.GetField(ExecutionReportFields.OrderID);
string clOrderId = (string)erWrapper.GetField(ExecutionReportFields.ClOrdID);
if (TimeoutOrders.ContainsKey(key))
{
TimeoutOrders.Remove(key);
}
if (OrdersSent.ContainsKey(key))
{
if (orderId.Contains("_"))
{
DoLog(string.Format("<{0}>- Received order id {1}", Configuration.Name, orderId), Constants.MessageType.AssertOk);
string strCount = orderId.Split(new string[] { "_" }, StringSplitOptions.RemoveEmptyEntries)[1];
try
{
int count = Convert.ToInt32(strCount);
//We validate that it's lower. No that it has a specific number
if (LastProcessedCounter.HasValue && LastProcessedCounter.Value < count)
{
DoLog(string.Format("<{0}>- Recevied an orderId counter {1} which is bigger than the number we had in memory. The count seems ok",
Configuration.Name, count, LastProcessedCounter.HasValue ? LastProcessedCounter.Value.ToString() : "-"), Constants.MessageType.AssertOk);
LastProcessedCounter = count;
}
else
{
if (LastProcessedCounter.HasValue)
{
DoLog(string.Format("<{0}>- Recevied an orderId counter {1} which is LOWER than the number we had in memory. What happened with the counter?",
Configuration.Name, count, LastProcessedCounter.HasValue ? LastProcessedCounter.Value.ToString() : "-"), Constants.MessageType.AssertFailed);
OrdersSent.Remove(key);
}
else
{
LastProcessedCounter = count;
}
}
}
catch (Exception ex)
{
DoLog(string.Format("<{0}>- Received an order Id with a counter that doesn't seem to be an int value: {1}", Configuration.Name, strCount), Constants.MessageType.AssertFailed);
OrdersSent.Remove(key);
}
}
else
{
DoLog(string.Format("<{0}>- Received an order Id whose format doesn't match the exepected one: {1}", Configuration.Name, orderId), Constants.MessageType.AssertFailed);
OrdersSent.Remove(key);
}
}
//This must be an order we don't manage or that we have already rejected so the counter is considered to be not working
}
}
catch (Exception ex)
{
DoLog(string.Format("<{0}>-Critical error processing a execution report:{1}", Configuration.Name, ex.Message), Constants.MessageType.AssertFailed);
}
}